+18.7%
FITB vs AJG
+12.8%
+5.9%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.0% | -8.5% | +7.5% | +0.2% |
| 30D | -5.5% | -3.8% | -1.7% | -4.9% |
| 3M | +4.1% | +10.8% | -6.7% | +0.8% |
| 6M | +18.7% | +15.6% | +3.1% | +13.3% |
| All | +18.7% | +12.8% | +5.9% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling